A sharp first order analysis of Feynman-Kac particle models. I: Propagation of chaos
type: Item
instance of: scholarly article
title: A sharp first order analysis of Feynman-Kac particle models. I: Propagation of chaos
zbMATH Open document ID: 1392.60076
author: Pierre Del Moral
author: Ajay Jasra
published in: Stochastic Processes and their Applications
publication date: 2017-12-01T00:00:00Z
full work available at URL: https://arxiv.org/abs/1411.3800
Mathematics Subject Classification ID: 60K35
Mathematics Subject Classification ID: 81Q30
zbMATH DE Number: 6814953
zbMATH Keywords: Feynman-Kac formulae
zbMATH Keywords: particle simulation
zbMATH Keywords: propagation of chaos
MaRDI profile type: Publication
OpenAlex ID: W2614825265
arXiv ID: 1411.3800
cites work: Q4329314
cites work: QUANTUM MONTE CARLO SIMULATIONS OF FERMIONS: A MATHEMATICAL ANALYSIS OF THE FIXED-NODE APPROXIMATION
cites work: Inference in hidden Markov models.
cites work: A nonasymptotic theorem for unnormalized Feynman-Kac particle models
cites work: Exponential convergence to quasi-stationary distribution and \(Q\)-process
cites work: A general theory of particle filters in hidden Markov models and some applications
cites work: Central limit theorem for sequential Monte Carlo methods and its application to Bayesian inference
cites work: A survey of convergence results on particle filtering methods for practitioners
cites work: Q4342621
cites work: Q4819702
cites work: Mean field simulation for Monte Carlo integration
cites work: Sharp Propagation of Chaos Estimates for Feynman–Kac Particle Models
cites work: A backward particle interpretation of Feynman-Kac formulae
cites work: Feynman-Kac Particle Integration with Geometric Interacting Jumps
cites work: On particle Gibbs samplers
cites work: On the stability of nonlinear Feynman-Kac semigroups
cites work: Tree based functional expansions for Feynman--Kac particle models
cites work: Sequential Monte Carlo smoothing for general state space hidden Markov models
cites work: Limit theorems for weighted samples with applications to sequential Monte Carlo methods
cites work: Long-term stability of sequential Monte Carlo methods under verifiable conditions
cites work: Sequential Monte Carlo Methods in Practice
cites work: Diffusion Monte Carlo method: Numerical Analysis in a Simple Case
cites work: Computation of free energy differences through nonequilibrium stochastic dynamics: The reaction coordinate case
cites work: Q3560913
cites work: Equation of State Calculations by Fast Computing Machines
cites work: On stirling numbers of the second kind
cites work: On the Control of an Interacting Particle Estimation of Schrödinger Ground States
cites work: Stability properties of some particle filters
DOI: 10.1016/J.SPA.2017.04.007
description: scientific article